Sorry, but I am quite sure we can’t explain it to you in baby steps, as it would be a rather large Tutorial. Best is if you read a lot about how to fetch Twitter API results and look at some good sample Code (there is even some published by Twitter themselves).
You can easily use the endpoint already mentioned to achieve what you want.

I tired reading up on this sort of thing before but couldn’t find anything up to date. I have created an app on my twitter account and I have my tokens etc. I just need to know things like what code I put on my html page, what code I need to put in say a .js file and just highlighted which lines of code I need to change to pull in my feed.

There is the OAuth Tool which has a request url box which then when I type in the path to my feed, it generates some code. No idea what I then do with this.

Could someone let me know if I am going down the right lines here with creating the app and fill in the blanks? I don’t really understand the tutorials on twitter.